-38.7%
DOCS vs BR
+30.4%
-69.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.8% |
| 7D | -0.8% | +6.5% | -7.2% | -5.0% |
| 30D | +17.4% | +18.9% | -1.5% | +4.1% |
| 3M | +57.4% | +16.3% | +41.1% | +41.6% |
| 6M | +26.5% | +26.2% | +0.3% | +7.7% |
| YTD | -26.6% | -13.1% | -13.5% | -20.5% |
| 1Y | -48.1% | -10.5% | -37.6% | -45.0% |
| 3Y | +52.6% | +13.3% | +39.3% | +33.3% |
| 5Y | -52.1% | +19.9% | -72.0% | -64.3% |
| All | -38.7% | +30.4% | -69.1% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling